Detection of abrupt changes in statistical models

This dissertation investigates different types of disorder problems by using sequential procedures for on-line implementation. The problem is considered within the framework of detecting abrupt changes in an observed random process when the disorder can occur at unknown times. The focus of this work...

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Bibliographic Details
Main Author: Aviv, David
Other Authors: Therrien,Charles W.
Language:en_US
Published: Monterey, California. Naval Postgraduate School 2014
Online Access:http://hdl.handle.net/10945/43764